A very odd construction. It means that the person who believes in the supernatural is not curious about the world around him; that he is satisfied with the explanations provided by religion or other non-scientific sources. Note that this quote is from an article about the (in)famous atheist Richard Dawkins.
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seroMackBelief in the supernatural strikes him as incurious, which is perhaps the worst insult he can imagine.He finds that people who believe in the supernatural are not interested in finding out more about the world around them. He can't imagine a worse insult than to accuse someone of this kind